+105.8%
DE vs FLNC
-70.4%
+176.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | -2.6% | -4.1% | +1.5% | -2.4% |
| 30D | +9.0% | -24.8% | +33.8% | +10.6% |
| 3M | +19.1% | -59.1% | +78.2% | +24.7% |
| 6M | +14.4% | -42.0% | +56.3% | +15.3% |
| YTD | +45.9% | -49.8% | +95.7% | +46.8% |
| 1Y | +43.6% | +43.1% | +0.5% | +29.0% |
| 3Y | +75.9% | -61.0% | +136.8% | +65.1% |
| All | +105.8% | -70.4% | +176.1% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling